-37.1%
MOS vs CDW
+903.1%
-940.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +9.5% | +3.2% | +6.4% | +8.0% |
| 30D | +10.4% | +9.3% | +1.1% | +5.9% |
| 3M | +12.9% | +9.8% | +3.1% | +6.9% |
| 6M | +1.2% | +23.3% | -22.1% | -11.9% |
| YTD | +9.3% | +13.7% | -4.3% | -1.9% |
| 1Y | -18.0% | -6.5% | -11.5% | -19.6% |
| 3Y | -29.0% | -25.2% | -3.8% | -24.7% |
| 5Y | -9.6% | -19.5% | +9.9% | -9.9% |
| 10Y | +6.1% | +285.8% | -279.8% | -41.8% |
| All | -37.1% | +903.1% | -940.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling